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Elliot Beck

Personal Details

First Name:Elliot
Middle Name:
Last Name:Beck
Suffix:
RePEc Short-ID:pbe1370
[This author has chosen not to make the email address public]
https://www.phd-finance.uzh.ch/en/People/phd-candidates/elliot-beck.html

Affiliation

(50%) Institut für Banking und Finance (Institut für Schweizerisches Bankwesen)
Wirtschaftswissenschaftliche Fakutält
Universität Zürich

Zürich, Switzerland
http://www.bf.uzh.ch/
RePEc:edi:isbzhch (more details at EDIRC)

(50%) Schweizerische Nationalbank (SNB)

Bern/Zürich, Switzerland
http://www.snb.ch/
RePEc:edi:snbgvch (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Elliot Beck & Damian Kozbur & Michael Wolf, 2023. "Hedging Forecast Combinations With an Application to the Random Forest," Papers 2308.15384, arXiv.org, revised Aug 2023.
  2. Elliot Beck & Gianluca De Nard & Michael Wolf, 2023. "Improved inference in financial factor models," ECON - Working Papers 430, Department of Economics - University of Zurich.

Articles

  1. Beck, Elliot & De Nard, Gianluca & Wolf, Michael, 2023. "Improved inference in financial factor models," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 364-379.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Elliot Beck & Gianluca De Nard & Michael Wolf, 2023. "Improved inference in financial factor models," ECON - Working Papers 430, Department of Economics - University of Zurich.

    Cited by:

    1. Gianluca De Nard & Robert F. Engle & Bryan Kelly, 2023. "Factor mimicking portfolios for climate risk," ECON - Working Papers 429, Department of Economics - University of Zurich, revised Mar 2024.

Articles

  1. Beck, Elliot & De Nard, Gianluca & Wolf, Michael, 2023. "Improved inference in financial factor models," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 364-379.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (2) 2023-04-10 2023-10-02. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2023-04-10. Author is listed
  3. NEP-FOR: Forecasting (1) 2023-10-02. Author is listed
  4. NEP-RMG: Risk Management (1) 2023-10-02. Author is listed

Corrections

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